+37.8%
CTSH vs CHRW
+131.6%
-93.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.6% |
| 7D | -2.3% | +0.2% | -2.5% | -2.5% |
| 30D | +7.4% | -9.4% | +16.8% | +10.1% |
| 3M | +10.9% | -13.3% | +24.2% | +14.9% |
| 6M | +24.7% | -24.2% | +48.8% | +32.8% |
| YTD | -22.0% | -18.9% | -3.1% | -19.3% |
| 1Y | -11.2% | -12.4% | +1.2% | -10.4% |
| 3Y | +3.9% | +72.2% | -68.4% | -20.4% |
| 5Y | -13.9% | +53.4% | -67.3% | -32.6% |
| 10Y | +37.8% | +127.0% | -89.2% | -10.4% |
| All | +37.8% | +131.6% | -93.8% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHRW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling